+750.6%
TT vs KEY
+121.9%
+628.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +3.8% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | -11.8% | +7.2% | -19.0% | -13.8% |
| 3M | -12.6% | -4.9% | -7.7% | -11.3% |
| 6M | -9.4% | +1.1% | -10.4% | -9.9% |
| YTD | +8.8% | +6.8% | +2.0% | +6.2% |
| 1Y | -2.5% | +23.3% | -25.8% | -9.3% |
| 3Y | +95.7% | +126.1% | -30.4% | +44.7% |
| 5Y | +135.7% | +15.2% | +120.5% | +110.0% |
| 10Y | +750.6% | +113.6% | +637.0% | +465.4% |
| All | +750.6% | +121.9% | +628.7% | +465.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling